As far as i understood, Alan is asking for CVS server, not a CVS client.

I think the best way is to install CVS server available in Linux distributions.

But if you want to install the server on a Windows box:

1. You can check CVSNT.
2. You can install Cygwin to your windows box. I guess it should have a cvs server too. But make sure you check its existence in cygwin distribution since it takes time to install it..